+394.0%
CARR vs PDD
+150.3%
+243.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +3.5% | -4.9% | +8.4% | +3.8% |
| 30D | +0.4% | -3.0% | +3.4% | +0.5% |
| 3M | -14.1% | -6.2% | -7.9% | -13.8% |
| 6M | -16.7% | -20.7% | +4.0% | -15.6% |
| YTD | +4.2% | -30.4% | +34.6% | +6.4% |
| 1Y | -0.2% | -41.3% | +41.1% | +3.1% |
| 3Y | +10.9% | -27.7% | +38.6% | +11.2% |
| 5Y | +3.9% | -16.9% | +20.8% | -2.3% |
| All | +394.0% | +150.3% | +243.7% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling